Linear approximations and tests of conditional pricing models
Year of publication: |
2018
|
---|---|
Authors: | Brandt, Michael W. ; Chapman, David A. |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 22.2018, 2, p. 455-489
|
Subject: | Conditional asset pricing model | Nonlinear risk premiums | Testing | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Statistischer Test | Statistical test | Schätzung | Estimation |
-
Conrad, Christian, (2008)
-
Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert, (2002)
-
Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert, (2002)
- More ...
-
Linear approximations and tests of conditional pricing models
Brandt, Michael W., (2006)
-
Linear Approximations and Tests of Conditional Pricing Models
Brandt, Michael W., (2010)
-
Linear Approximations and Tests of Conditional Pricing Models
Brandt, Michael W., (2017)
- More ...